Estimating the effects of exchange rate volatility on export volumes
KL Wang, CB Barrett - Journal of Agricultural and Resource Economics, 2007 - JSTOR
This paper takes a new empirical look at the long-standing question of the effect of
exchange rate volatility on international trade flows by studying the case of Taiwan's exports …
exchange rate volatility on international trade flows by studying the case of Taiwan's exports …
A new look at the trade volume effects of real exchange rate risk
KL Wang, CB Barrett - 2002 - ageconsearch.umn.edu
This paper takes a new empirical look at the longstanding question of the effect of exchange
rate volatility on international trade flows by studying the case of Taiwan's exports to the …
rate volatility on international trade flows by studying the case of Taiwan's exports to the …
Exchange rate variability and the flow of international trade
T Caporale, K Doroodian - Economics Letters, 1994 - Elsevier
This study uses a GARCH (Generalized Autoregressive Conditional Heteroskedasticity)
model to test if real exchange rate volatility has an adverse effect on the value of US imports …
model to test if real exchange rate volatility has an adverse effect on the value of US imports …
Impact of exchange rate uncertainty on trade flows: Evidence from commodity trade between the United States and the United Kingdom
M Bahmani‐Oskooee, M Kovyryalova - World Economy, 2008 - Wiley Online Library
Previous studies that investigated the impact of exchange rate volatility on the trade flows
employed aggregate trade data and standard estimation techniques. They provided mixed …
employed aggregate trade data and standard estimation techniques. They provided mixed …
The effects of exchange rate volatility on US imports: an empirical investigation
AC Arize - International Economic Journal, 1998 - Taylor & Francis
In this paper we obtain and interpret new estimates of the short-and long-run influence of
exchange-rate volatility (or risk) on the import flows of the United States, in the generalized …
exchange-rate volatility (or risk) on the import flows of the United States, in the generalized …
Does exchange rate volatility depress trade flows? Evidence from error-correction models
AR Chowdhury - The review of economics and statistics, 1993 - JSTOR
This paper examines the impact of exchange rate volatility on the trade flows of the G-7
countries in the context of a multivariate error-correction model. The error-correction models …
countries in the context of a multivariate error-correction model. The error-correction models …
US exports and time-varying volatility of real exchange rate
AH Sukar, S Hassan - Global Finance Journal, 2001 - Elsevier
The effect of exchange rate volatility on trade is a controversial issue in international
economics. Despite a widespread view that an increase in exchange rates volatility reduces …
economics. Despite a widespread view that an increase in exchange rates volatility reduces …
Nonlinear effects of exchange rate volatility on the volume of bilateral exports
In this paper, we investigate empirically the impact of exchange rate volatility on real
international trade flows utilizing a 13‐country data set of monthly bilateral real exports for …
international trade flows utilizing a 13‐country data set of monthly bilateral real exports for …
The impact of exchange rate volatility on international trade: reduced form estimates using the GARCH-in-mean model
KF Kroner, WD Lastrapes - Journal of International Money and Finance, 1993 - Elsevier
In this paper, we use a multivariate GARCH-in-mean model of the reduced form of
multilateral exports to examine the relationship between nominal exchange rate volatility …
multilateral exports to examine the relationship between nominal exchange rate volatility …
The effects of exchange‐rate volatility on commodity trade between the United States and Mexico
M Bahmani‐Oskooee… - Southern Economic …, 2009 - Wiley Online Library
Excessive fluctuations in exchange rates often influence trade flows. Theoretically,
increased uncertainty may increase or decrease the volume of trade, or leave it unchanged …
increased uncertainty may increase or decrease the volume of trade, or leave it unchanged …